SVM
所属分类 ：人工智能/神经网络/深度学习
开发工具 ：Visual C++
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说明： ＶＣ＋＋实现的SVM的算法实现，应用于机器学习的好方法．
文件列表 :
svm函数的VC实现 (0, 2008-05-10)6 (0, 2008-05-10)6\Debug (0, 2008-05-10)6\java (0, 2008-05-10)6\java\libsvm (0, 2008-05-10)6\python (0, 2008-05-10)6\svm-toy (0, 2008-05-10)6\svm-toy\gtk (0, 2008-05-10)6\svm-toy\qt (0, 2008-05-10)6\svm-toy\windows (0, 2008-05-10)6\windows (0, 2008-05-10)6\windows\python (0, 2008-05-10)6\COPYRIGHT (1497, 2004-03-27)html (23396, 2008-05-09)6\heart_scale (27670, 2003-07-12)java (55122, 2004-03-31)m4 (54608, 2004-03-29)java (664, 2004-03-15)java (115, 2003-10-11)java (1249, 2004-03-16)java (136, 2003-10-11)jar (40966, 2004-03-31)6\java\Makefile (556, 2004-03-30)java (3729, 2004-03-30)java (10914, 2003-07-12)java (7125, 2004-03-15)html (81, 2003-07-12)6\Makefile (417, 2004-03-30)win (1273, 2004-03-21)py (1140, 2004-03-24)py (1492, 2003-11-10)py (10619, 2004-03-06)6\python\Makefile (519, 2004-03-24)py (7909, 2004-03-27)i (2763, 2004-03-24)c (67019, 2004-03-24)py (1681, 2004-03-24)py (630, 2004-03-24)
Libsvm is a simple, easy-to-use, and efficient software for SVM
classification and regression. It can solve C-SVM classification,
nu-SVM classification, one-class-SVM, epsilon-SVM regression, and
nu-SVM regression. It also provides an automatic model selection
tool for C-SVM classification. This document explains the use of
libsvm.
Libsvm is available at
http://www.csie.ntu.edu.tw/~cjlin/libsvm
Please read the COPYRIGHT file before using libsvm.
Quick Start
===========
If you are new to SVM and if the data is not large, please go to
python directory and use easy.py after installation. It does
everything automatic -- from data scaling to parameter selection.
Usage: easy.py training_file [testing_file]
Installation
============
On Unix systems, type `make' to build the `svm-train' and `svm-predict'
programs. Run them without arguments to show the usages of them.
On other systems, consult `Makefile' to build them (e.g., see
'Building Windows binaries' in this file) or use the pre-built
binaries (Windows binaries are in the directory `windows').
The format of training and testing data file is:
: : ...
.
.
.
is the target value of the training data. For classification,
it should be an integer which identifies a class (multi-class classification
is supported). For regression, it's any real number. For one-class SVM,
it's not used so can be any number. is an integer starting from 1,
is a real number. The labels in the testing data file are only used to
calculate accuracy or error. If they are unknown, just fill this column with a
number.
There is a sample data for classification in this package:
heart_scale.
Type `svm-train heart_scale', and the program will read the training
data and output the model file `heart_scale.model'. If you have a test
set called heart_scale.t, then you type `svm-predict heart_scale.t
heart_scale.model output' to see the prediction accuracy on the test
data. The `output' file contains the predicted class label.
There are some other useful programs in this package.
svm-scale:
This is a tool for scaling input data file.
svm-toy:
This is a simple graphical interface which shows how SVM
separate data in a plane. You can click in the window to
draw data points. Use "change" button to choose class
1 or 2, "load" button to load data from a file, "save" button
to save data to a file, "run" button to obtain an SVM model,
and "clear" button to clear the window.
You can enter options in the bottom of the window, the syntax of
options is the same as `svm-train'.
Note that "load" and "save" consider data in the classification but
not the regression case. Each data point has one label (the color)
and two attributes (x-axis and y-axis values).
Type `make' in respective directories to build them.
You need Qt library to build the Qt version.
(You can download it from http://www.trolltech.com)
You need GTK+ library to build the GTK version.
(You can download it from http://www.gtk.org)
We use Visual C++ to build the Windows version.
The pre-built Windows binaries are in the windows directory.
`svm-train' Usage
=================
Usage: svm-train [options] training_set_file [model_file]
options:
-s svm_type : set type of SVM (default 0)
0 -- C-SVC
1 -- nu-SVC
2 -- one-class SVM
3 -- epsilon-SVR
4 -- nu-SVR
-t kernel_type : set type of kernel function (default 2)
0 -- linear: u'*v
1 -- polynomial: (gamma*u'*v + coef0)^degree
2 -- radial basis function: exp(-gamma*|u-v|^2)
3 -- sigmoid: tanh(gamma*u'*v + coef0)
-d degree : set degree in kernel function (default 3)
-g gamma : set gamma in kernel function (default 1/k)
-r coef0 : set coef0 in kernel function (default 0)
-c cost : set the parameter C of C-SVC, epsilon-SVR, and nu-SVR (default 1)
-n nu : set the parameter nu of nu-SVC, one-class SVM, and nu-SVR (default 0.5)
-p epsilon : set the epsilon in loss function of epsilon-SVR (default 0.1)
-m cachesize : set cache memory size in MB (default 40)
-e epsilon : set tolerance of termination criterion (default 0.001)
-h shrinking: whether to use the shrinking heuristics, 0 or 1 (default 1)
-b probability_estimates: whether to train an SVC or SVR model for probability estimates, 0 or 1 (default 0)
-wi weight: set the parameter C of class i to weight*C in C-SVC (default 1)
-v n: n-fold cross validation mode
The k in the -g option means the number of attributes in the input data.
option -v randomly splits the data into n parts and calculates cross
validation accuracy/mean squared error on them.
`svm-predict' Usage
===================
Usage: svm-predict [options] test_file model_file output_file
options:
-b probability_estimates: whether to predict probability estimates, 0 or 1 (default 0); one-class SVM not supported yet
model_file is the model file generated by svm-train.
test_file is the test data you want to predict.
svm-predict will produce output in the output_file.
Tips on practical use
=====================
* Scale your data. For example, scale each attribute to [0,1] or [-1,+1].
* For C-SVC, consider using the model selection tool in the python directory.
* nu in nu-SVC/one-class-SVM/nu-SVR approximates the fraction of training
errors and support vectors.
* If data for classification are unbalanced (e.g. many positive and
few negative), try different penalty parameters C by -wi (see
examples below).
Examples
========
> svm-scale -l -1 -u 1 -s range train > train.scale
> svm-scale -r range test > test.scale
Scale each feature of the training data to be in [-1,1]. Scaling
factors are stored in the file range and then used for scaling the
test data.
> svm-train -s 0 -c 1000 -t 2 -g 0.5 -e 0.00001 data_file
Train a classifier with RBF kernel exp(-0.5|u-v|^2) and stopping
tolerance 0.00001
> svm-train -s 3 -p 0.1 -t 0 -c 10 data_file
Solve SVM regression with linear kernel u'v and C=10, and epsilon = 0.1
in the loss function.
> svm-train -s 0 -c 10 -w1 1 -w-1 5 data_file
Train a classifier with penalty 10 for class 1 and penalty 50
for class -1.
> svm-train -s 0 -c 500 -g 0.1 -v 5 data_file
Do five-fold cross validation for the classifier using
the parameters C = 500 and gamma = 0.1
> svm-train -s 0 -b 1 data_file
> svm-predict -b 1 test_file data_file.model output_file
Obtain a model with probability information and predict test data with
probability estimates
Library Usage
=============
These functions and structures are declared in the header file `svm.h'.
You need to #include "svm.h" in your C/C++ source files and link your
program with `svm.cpp'. You can see `svm-train.c' and `svm-predict.c'
for examples showing how to use them.
Before you classify test data, you need to construct an SVM model
(`svm_model') using training data. A model can also be saved in
a file for later use. Once an SVM model is available, you can use it
to classify new data.
- Function: struct svm_model *svm_train(const struct svm_problem *prob,
const struct svm_parameter *param);
This function constructs and returns an SVM model according to
the given training data and parameters.
struct svm_problem describes the problem:
struct svm_problem
{
int l;
double *y;
struct svm_node **x;
};
where `l' is the number of training data, and `y' is an array containing
their target values. (integers in classification, real numbers in
regression) `x' is an array of pointers, each of which points to a sparse
representation (array of svm_node) of one training vector.
For example, if we have the following training data:
LABEL ATTR1 ATTR2 ATTR3 ATTR4 ATTR5
----- ----- ----- ----- ----- -----
1 0 0.1 0.2 0 0
2 0 0.1 0.3 -1.2 0
1 0.4 0 0 0 0
2 0 0.1 0 1.4 0.5
3 -0.1 -0.2 0.1 1.1 0.1
then the components of svm_problem are:
l = 5
y -> 1 2 1 2 3
x -> [ ] -> (2,0.1) (3,0.2) (-1,?)
[ ] -> (2,0.1) (3,0.3) (4,-1.2) (-1,?)
[ ] -> (1,0.4) (-1,?)
[ ] -> (2,0.1) (4,1.4) (5,0.5) (-1,?)
[ ] -> (1,-0.1) (2,-0.2) (3,0.1) (4,1.1) (5,0.1) (-1,?)
where (index,value) is stored in the structure `svm_node':
struct svm_node
{
int index;
double value;
};
index = -1 indicates the end of one vector.
struct svm_parameter describes the parameters of an SVM model:
struct svm_parameter
{
int svm_type;
int kernel_type;
double degree; /* for poly */
double gamma; /* for poly/rbf/sigmoid */
double coef0; /* for poly/sigmoid */
/* these are for training only */
double cache_size; /* in MB */
double eps; /* stopping criteria */
double C; /* for C_SVC, EPSILON_SVR, and NU_SVR */
int nr_weight; /* for C_SVC */
int *weight_label; /* for C_SVC */
double* weight; /* for C_SVC */
double nu; /* for NU_SVC, ONE_CLASS, and NU_SVR */
double p; /* for EPSILON_SVR */
int shrinking; /* use the shrinking heuristics */
int probability; /* do probability estimates */
};
svm_type can be one of C_SVC, NU_SVC, ONE_CLASS, EPSILON_SVR, NU_SVR.
C_SVC: C-SVM classification
NU_SVC: nu-SVM classification
ONE_CLASS: one-class-SVM
EPSILON_SVR: epsilon-SVM regression
NU_SVR: nu-SVM regression
kernel_type can be one of LINEAR, POLY, RBF, SIGMOID.
LINEAR: u'*v
POLY: (gamma*u'*v + coef0)^degree
RBF: exp(-gamma*|u-v|^2)
SIGMOID: tanh(gamma*u'*v + coef0)
cache_size is the size of the kernel cache, specified in megabytes.
C is the cost of constraints violation. (we usually use 1 to 1000)
eps is the stopping criterion. (we usually use 0.00001 in nu-SVC,
0.001 in others). nu is the parameter in nu-SVM, nu-SVR, and
one-class-SVM. p is the epsilon in epsilon-insensitive loss function
of epsilon-SVM regression. shrinking = 1 means shrinking is conducted;
= 0 otherwise. probability = 1 means model with probability
information is obtained; = 0 otherwise.
nr_weight, weight_label, and weight are used to change the penalty
for some classes (If the weight for a class is not changed, it is
set to 1). This is useful for training classifier using unbalanced
input data or with asymmetric misclassification cost.
nr_weight is the number of elements in the array weight_label and
weight. Each weight[i] corresponds to weight_label[i], meaning that
the penalty of class weight_label[i] is scaled by a factor of weight[i].
If you do not want to change penalty for any of the classes,
just set nr_weight to 0.
*NOTE* Because svm_model contains pointers to svm_problem, you can
not free the memory used by svm_problem if you are still using the
svm_model produced by svm_train().
- Function: double svm_predict(const struct svm_model *model,
const struct svm_node *x);
This function does classification or regression on a test vector x
given a model.
For a classification model, the predicted class for x is returned.
For a regression model, the function value of x calculated using
the model is returned. For an one-class model, +1 or -1 is
returned.
- Function: void svm_cross_validation(const struct svm_problem *prob,
const struct svm_parameter *param, int nr_fold, double *target);
This function conducts cross validation. Data are separated to
nr_fold folds. Under given parameters, sequentially each fold is
validated using the model from training the remaining. Predicted
labels in the validation process are stored in the array called
target.
- Function: int svm_get_svm_type(const struct svm_model *model);
This function gives svm_type of the model. Possible values of
svm_type are defined in svm.h.
- Function: int svm_get_nr_class(const svm_model *model);
For a classification model, this function gives the number of
classes. For a regression or an one-class model, 2 is returned.
- Function: void svm_get_labels(const svm_model *model, int* label)
For a classification model, this function outputs the name of
labels into an array called label. For regression and one-class
models, label is unchanged.
- Function: double svm_get_svr_probability(const struct svm_model *model);
For a regression model with probability information, this function
outputs a value sigma > 0. For test data, we consider the
probability model: target value = predicted value + z, z: Laplace
distribution e^(-|z|/sigma)/(2sigma)
If the model is not for svr or does not contain required
information, 0 is returned.
- Function: void svm_predict_values(const svm_model *model,
const svm_node *x, double* dec_values)
This function gives decision values on a test vector x given a
model.
For a classification model with nr_class classes, this function
gives nr_class*(nr_class-1)/2 decision values in the array
dec_values, where nr_class can be obtained from the function
svm_get_nr_class. The order is label[0] vs. label[1], ...,
label[0] vs. label[nr_class-1], label[1] vs. label[2], ...,
label[nr_class-2] vs. label[nr_class-1], where label can be
obtained from the function svm_get_labels.
For a regression model, label[0] is the function value of x
calculated using the model. For one-class model, label[0] is +1 or
-1.
- Function: double svm_predict_probability(const struct svm_model *model,
const struct svm_node *x, double* prob_estimates);
This function does classification or regression on a test vector x
given a model with probability information.
For a classification model with probability information, this
function gives nr_class probability estimates in the array
prob_estimates. nr_class can be obtained from the function
svm_get_nr_class. The class with the highest probability is
returned. For all other situations, the array prob_estimates is
unchanged and the returned value is the same as that of
svm_predict.
- Function: const char *svm_check_parameter(const struct svm_problem *prob,
const struct svm_parameter *param);
This function checks whether the parameters are within the feasible
range of the problem. This function should be called before calling
svm_train(). It returns NULL if the parameters are feasible,
otherwise an error message is returned.
- Function: int svm_check_probability_model(const struct svm_model *model);
This function checks whether the model contains required
information to do probability estimates. If so, it returns
+1. Otherwise, 0 is returned. This function should be called
before calling svm_get_svr_probability and
svm_predict_probability.
- Function: int svm_save_model(const char *model_file_name,
const struct svm_model *model);
This function saves a model to a file; returns 0 on success, or -1
if an error occurs.
- Function: struct svm_model *svm_load_model(const char *model_file_name);
This function returns a pointer to the model read from the file,
or a null pointer if the model could not be loaded.
- Function: void svm_destroy_model(struct svm_model *model);
This function frees the memory used by a model.
- Function: void svm_destroy_param(struct svm_parameter *param);
This function frees the memory used by a parameter set.
Java version
============
The pre-compiled java class archive `libsvm.jar' and its source files are
in the java directory. To run the programs, use
java -classpath libsvm.jar svm_train
java -classpath libsvm.jar svm_predict
java -classpath libsvm.jar svm_toy
We have tried IBM's and Sun's JDK.
You may need to add Java runtime library (like classes.zip) to the classpath.
You may need to increase maximum Java heap size.
Library usages are similar to the C version. These functions are available:
public class svm {
public static svm_model svm_train(svm_problem prob, svm_parameter param);
public static void svm_cross_validation(svm_problem prob, svm_parameter param, int nr_fold, double[] target);
public static int svm_get_svm_type(svm_model model);
public static int svm_get_nr_class(svm_model model);
public static void svm_get_labels(svm_model model, int[] label);
public static double svm_get_svr_probability(svm_model model);
public static void svm_predict_values(svm_model model, svm_node[] x, double[] dec_values);
public static double svm_predict(svm_model model, svm_node[] x);
public static double svm_predict_probability(svm_model model, svm_node[] x, double[] prob_estimates);
public static void svm_save_model(String model_file_name, svm_model model) throws IOException
public static svm_model svm_load_model(String model_file_name) throws IOException
public static String svm_check_parameter(svm_problem prob, svm_parameter param);
public static int svm_check_probability_model(svm_model model);
}
The library is in the "libsvm" package.
Note that in Java version, svm_node[] is not ended with a node whose index = -1.
Building Windows Binaries
=========================
Windows binaries are in the directory `windows'. To build them via
Visual C++, use the following steps:
1. Open a dos command box and change to libsvm directory. If
environment variables of VC++ have not been set, type
"C:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\bin\vcvars32.bat"
You may have to modify the above according which version of VC++or
where it is installed.
2. Type
nmake -f Makefile.win clean all
3. (optional) To build python interface, download and install Python.
Edit Makefile.win and change PYTHON_INC and PYTHON_LIB to your python
installation. Type
nmake -f Makefile.win python
and then copy windows\python\svmc.dll to the python directory.
Another way is to build them from Visual C++ environment. See details
in libsvm faq.
Model Selection
===============
See the README file in python directory.
Python Interface
================
See the README file in python directory.
ADDITIONAL INFORMATION
======================
Chih-Chung Chang and Chih-Jen Lin
LIBSVM : a library for support vector machines.
http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.ps.gz
Acknowledgments:
This work was supported in part by the National Science
Council of Taiwan via the grant NSC 89-2213-E-002-013.
The authors thank their group members and users
for many helpful discussions and comments. They are listed in
http://www.csie.ntu.edu.tw/~cjlin/libsvm/acknowledgements
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